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[math] Adding compressed sparse row (CSR) format sparse matrix, designed for dynamic construction, just the methods needed for logistic regression for now i.e. no sparse dot products

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Al
2015-08-31 15:52:28 -04:00
parent 0f617454d3
commit a090a22bca
2 changed files with 248 additions and 0 deletions
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src/sparse_matrix.h Normal file
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#ifndef SPARSE_MATRIX_H
#define SPARSE_MATRIX_H
#include <stdlib.h>
#include <stdint.h>
#include "collections.h"
#include "matrix.h"
#include "vector.h"
// Simple, partial sparse matrix implementation
// Double-valued dynamic compressed sparse row (CSR) sparse matrix
typedef struct {
uint32_t m;
uint32_t n;
uint32_array *indptr;
uint32_array *indices;
double_array *data;
} sparse_matrix_t;
sparse_matrix_t *sparse_matrix_new(void);
void sparse_matrix_destroy(sparse_matrix_t *self);
void sparse_matrix_clear(sparse_matrix_t *self);
void sparse_matrix_append(sparse_matrix_t *self, uint32_t col, double val);
void sparse_matrix_append_row(sparse_matrix_t *self, uint32_t *col, double *val, size_t n);
void sparse_matrix_finalize_row(sparse_matrix_t *self);
void sparse_matrix_sort_indices(sparse_matrix_t *self);
int sparse_matrix_dot_vector(sparse_matrix_t *self, double *vec, size_t n, double *result);
int sparse_matrix_rows_dot_vector(sparse_matrix_t *self, uint32_t *rows, size_t m, double *vec, size_t n, double *result);
int sparse_matrix_dot_dense(sparse_matrix_t *self, matrix_t *matrix, matrix_t *result);
#define sparse_matrix_foreach_row(sp, row_var, index_var, length_var, code) { \
uint32_t _row_start = 0, _row_end = 0; \
uint32_t *_indptr = sp->indptr->a; \
size_t _m = sp->m; \
\
for (uint32_t _i = 0; _i < _m; _i++) { \
(row_var) = _i; \
_row_start = _indptr[_i]; \
_row_end = _indptr[_i + 1]; \
(index_var) = _row_start; \
(length_var) = _row_end - _row_start; \
code; \
} \
}
#define sparse_matrix_foreach(sp, row_var, col_var, data_var, code) { \
uint32_t *_indices = sp->indices->a; \
double *_data = sp->data->a; \
uint32_t _index, _length; \
sparse_matrix_foreach_row(sp, row_var, _index, _length, { \
for (uint32_t _j = _index; _j < _index + _length; _j++) { \
(col_var) = _indices[_j]; \
(data_var) = _data[_j]; \
code; \
} \
}) \
}
#endif